U.S. Cross-Border Derivatives Data: A User's Guide

Curcuru, Stephanie E.

doi:10.17016/bulletin.2007.93-5-1

Journal Article

U.S. Cross-Border Derivatives Data: A User's Guide

Abstract: The global derivatives market has grown rapidly in the past decade. By one measure of market size--the notional value, which is used to determine the payments made on a derivatives contract--the derivatives market expanded from $87 trillion in June 1998 to $454 trillion in June 2006. Measured by the price at which a derivatives contract can be purchased in a current transaction, or the market value, the derivatives market grew from $3 trillion in June 1998 to $10 trillion as of June 2006.

Keywords: Derivative securities; International finance;

JEL Classification: F32; G13;

https://doi.org/10.17016/bulletin.2007.93-5-1